STAT497 APPLIED TIME SERIES ANALYSIS
About The Course
Course Description: The course intends to meet two goals. It provides tools for empirical work with time series data and is an introduction into the theoretical foundation of time series models. Much of statistical methodology is concerned with models in which the observations are assumed to be independent. However, many data sets occur in the form of time series where observations are dependent. In this course, we will concentrate on univariate time series analysis, with a balance between theory and applications. In order to emphasize application of theory to real (or simulated) data, we will use R.
- Name: STAT497 APPLIED TIME SERIES ANALYSIS
- Offered By: Middle East Technical University
- Lecturer: Prof.Dr. CEYLAN YOZGATLIGİL
- Course website: METU Course Catalog
Skills and Insights Gained
I am taking the course this semester. In the lectures, we are developing both theoretical and practical skills for working with time-dependent data. The course focuses on univariate time series models, providing the tools needed for empirical analysis while deepening my understanding of the theoretical foundations behind these models.
I’m learning how to approach data where observations are not independent, a key difference from other statistical methodologies. With a balance of theory and application, I’m also gaining experience using R to apply these concepts to real and simulated datasets, which helps bridge the gap between theory and practice.